The veteran midfielder is out of contract with the Rossoneri outfit and will not sign an extension with the club he joined 10 years ago from arch-rivals Inter.
"I leave a family," Seedorf said. "I will think about my future.
"I would like to thank (club) president Silvio Berlusconi, (club administrator Adriano) Galliani and those that work at Milanello.
"I have spent half of my career at Milan and I only took the decision to leave the club recently.
"I am very saddened because this is like a family but I will continue my career in another team.
"I want to try to have a new experience because the time has come for a change, although I will always remember my years spent playing here."
Seedorf, the only player to have won the Champions League four times and with three different clubs - Ajax in 1995, Real Madrid in 1998 and Milan in 2003 and 2007 - is a reported target of several teams, but the Dutchman insists he has yet to make a decision regarding his future destination.
He has been linked with Brazilian club Botafogo and Premier League side Tottenham while Seedorf has also received offers from Major League Soccer clubs, the United Arab Emirates and China.
"I have received a lot of offers even if I am 36 and I have to seriously evaluate many things," he said.
"Money has never been an issue and I will speak to my family before making a decision."